Chang, Chia-Lin; Allen, David; McAleer, Michael - Department of Economics and Finance, College of … - 2013
management, whether the Basel Accord has improved risk management during the global financial crisis, the role of banking … integrated volatility and covariance with micro-market noise, stress testing correlation matrices for risk management, whether … bank relation-ship matters for corporate risk taking, with evidence from listed firms in Taiwan, pricing op-tions on stocks …